+172.1%
GM vs CDNS
+19.3%
+152.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -1.1% | -6.5% | +5.5% | +0.2% |
| 30D | -3.4% | -13.0% | +9.6% | -0.9% |
| 3M | +8.7% | -26.0% | +34.7% | +14.9% |
| 6M | +15.4% | -2.8% | +18.3% | +15.1% |
| YTD | +6.6% | -8.8% | +15.4% | +7.2% |
| 1Y | +51.5% | -15.8% | +67.3% | +54.5% |
| All | +172.1% | +19.3% | +152.7% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling